PREVIEW / futures_30min / 2014-09-29

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-09-29.parquet
  size:    76 KB
  rows:    2,892

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2014-09-29 00:00:00	ES	Futures	2064.83	2065.61	2063.78	2065.35	2877.0
2014-09-29 00:30:00	ES	Futures	2065.09	2065.87	2065.09	2065.35	688.0
2014-09-29 01:00:00	ES	Futures	2065.35	2066.4	2065.09	2065.87	1776.0
2014-09-29 01:30:00	ES	Futures	2066.14	2066.66	2063.78	2063.78	2982.0
2014-09-29 02:00:00	ES	Futures	2063.78	2065.09	2062.99	2064.56	7615.0
2014-09-29 02:30:00	ES	Futures	2064.56	2065.09	2063.26	2064.56	3208.0
2014-09-29 03:00:00	ES	Futures	2064.3	2065.87	2063.26	2063.78	14046.0
2014-09-29 03:30:00	ES	Futures	2063.52	2063.78	2060.37	2061.95	19002.0
2014-09-29 04:00:00	ES	Futures	2061.68	2063.78	2060.64	2063.26	13504.0
2014-09-29 04:30:00	ES	Futures	2062.99	2063.52	2061.16	2062.47	6739.0
2014-09-29 05:00:00	ES	Futures	2062.73	2062.73	2060.37	2062.47	10298.0
2014-09-29 05:30:00	ES	Futures	2062.47	2063.52	2061.16	2062.47	5937.0
2014-09-29 06:00:00	ES	Futures	2062.21	2063.26	2061.16	2062.47	7223.0
2014-09-29 06:30:00	ES	Futures	2062.47	2062.99	2057.23	2059.33	17999.0
2014-09-29 07:00:00	ES	Futures	2059.06	2059.59	2055.66	2057.23	19123.0
2014-09-29 07:30:00	ES	Futures	2057.23	2059.59	2056.44	2059.33	14281.0
2014-09-29 08:00:00	ES	Futures	2059.33	2059.59	2056.71	2057.23	18972.0
2014-09-29 08:30:00	ES	Futures	2057.23	2059.06	2049.89	2050.94	68793.0
2014-09-29 09:00:00	ES	Futures	2050.94	2052.25	2049.37	2050.42	53904.0
2014-09-29 09:30:00	ES	Futures	2050.68	2055.4	2049.11	2054.87	226927.0
2014-09-29 10:00:00	ES	Futures	2054.61	2061.68	2053.04	2059.06	169847.0
2014-09-29 10:30:00	ES	Futures	2059.33	2063.52	2058.28	2061.16	116235.0
2014-09-29 11:00:00	ES	Futures	2061.16	2067.18	2059.85	2065.09	137398.0
2014-09-29 11:30:00	ES	Futures	2065.09	2066.14	2062.73	2065.87	56934.0
2014-09-29 12:00:00	ES	Futures	2066.14	2066.14	2059.59	2060.64	79697.0
2014-09-29 12:30:00	ES	Futures	2060.37	2062.47	2058.02	2061.16	66317.0
2014-09-29 13:00:00	ES	Futures	2061.16	2063.52	2059.06	2063.26	50574.0
2014-09-29 13:30:00	ES	Futures	2063.26	2065.35	2060.64	2062.47	70649.0
2014-09-29 14:00:00	ES	Futures	2062.73	2064.56	2056.44	2057.49	77103.0
2014-09-29 14:30:00	ES	Futures	2057.49	2062.73	2057.23	2062.21	62938.0
2014-09-29 15:00:00	ES	Futures	2061.95	2068.49	2061.42	2067.45	100585.0
2014-09-29 15:30:00	ES	Futures	2067.71	2067.97	2062.99	2064.56	149314.0
2014-09-29 16:00:00	ES	Futures	2064.83	2064.83	2062.21	2063.78	84360.0
2014-09-29 16:30:00	ES	Futures	2063.52	2063.52	2062.21	2062.73	5365.0
2014-09-29 17:00:00	ES	Futures	2062.73	2062.99	2062.47	2062.73	1042.0
2014-09-29 18:00:00	ES	Futures	2062.99	2063.52	2062.73	2062.73	2141.0
2014-09-29 18:30:00	ES	Futures	2062.99	2063.26	2062.73	2062.99	143.0
2014-09-29 19:00:00	ES	Futures	2062.99	2063.78	2062.73	2063.78	732.0
2014-09-29 19:30:00	ES	Futures	2063.52	2063.78	2063.26	2063.78	438.0
2014-09-29 20:00:00	ES	Futures	2063.52	2063.78	2062.47	2062.73	2181.0
2014-09-29 20:30:00	ES	Futures	2062.99	2062.99	2062.47	2062.47	1363.0
2014-09-29 21:00:00	ES	Futures	2062.73	2064.04	2062.47	2063.78	3034.0
2014-09-29 21:30:00	ES	Futures	2063.78	2064.3	2062.21	2062.73	3507.0
2014-09-29 22:00:00	ES	Futures	2062.99	2063.52	2062.47	2062.99	2883.0
2014-09-29 22:30:00	ES	Futures	2062.99	2063.78	2062.47	2063.52	2669.0
2014-09-29 23:00:00	ES	Futures	2063.52	2063.52	2062.99	2062.99	526.0
2014-09-29 23:30:00	ES	Futures	2062.99	2064.04	2062.73	2064.04	1040.0
2014-09-29 00:00:00	NQ	Futures	4730.28	4732.04	4729.11	4732.04	470.0
2014-09-29 00:30:00	NQ	Futures	4732.04	4733.8	4731.46	4732.92	226.0
2014-09-29 01:00:00	NQ	Futures	4732.92	4735.85	4732.92	4734.97	209.0

> showing 50 of 2,892 rows — these rows as CSV

> unlock the full archive -- $79 one-time